Anic Equity¶

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Total return since start: 0.571 %¶

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Equity now: -----------------------------> 47972.8 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46577.84 Kr¶

PnL: ---------------------------------------> -310.73 Kr¶

DD now: ---------------------------------> -1.351 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 10:45:00.412705'

Anic Portfolio¶

Today¶

Return: -0.023 %¶

This Week¶

Return: 0.125 %¶

Total¶

Return: 57.051 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.160000 3213.600000 242.600000 8.170000 2971.000006
HEBA B 70 -1.110000 2807.000000 171.000000 6.490000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 1.210000 640.740000 63.740000 11.050000 576.999999
AcadeMedia 12 0.100000 603.000000 46.000000 8.260000 557.000004
MedCap 2 -0.220000 464.000000 43.000000 10.210000 421.000000
HMS Networks 2 -1.000000 710.000000 37.000000 5.500000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -1.540000 390.900000 35.900000 10.110000 355.000000
Boozt 12 -0.070000 1687.200000 33.200000 2.010000 1653.999996
SAAB B 8 0.190000 3409.600000 32.600000 0.970000 3377.000000
Resurs Holding 22 0.330000 605.660000 31.660000 5.520000 573.999998
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 -0.400000 544.200000 17.200000 3.260000 527.000000
Eastnine 4 -0.310000 507.200000 16.200000 3.300000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Swedbank A 3 1.770000 578.550000 14.550000 2.580000 564.000000
Coor Service Management Hold. 8 -0.290000 545.200000 13.200000 2.480000 532.000000
Securitas B 6 0.540000 583.080000 13.080000 2.290000 570.000000
OEM International B 7 -0.770000 540.400000 12.400000 2.350000 527.999997
CTEK 13 0.940000 541.710000 7.710000 1.440000 533.999999
Nordea Bank Abp 29 0.470000 3460.280000 6.280000 0.180000 3453.999992
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.780000 550.250000 4.250000 0.780000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.480000 247.680000 1.680000 0.680000 246.000000
Creaspac SPAC 6 -0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 -0.530000 560.200000 -13.800000 -2.400000 574.000000
Midsona B 63 -0.220000 568.260000 -14.740000 -2.530000 582.999984
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -2.520000 560.500000 -34.070000 -5.730000 594.565215
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 -3.270000 533.520000 -79.480000 -12.970000 612.999432
Axfood 13 -0.280000 3650.400000 -105.600000 -2.810000 3756.000001
Fasadgruppen Group 35 3.700000 3626.000000 -185.000000 -4.850000 3810.999990
OX2 18 -1.750000 1414.800000 -249.200000 -14.980000 1663.999992
Ovzon 52 -1.790000 2860.000000 -502.000000 -14.930000 3361.999992
TOTAL 46584.530000 -304.040000 -1.33745% 46888.564618

Updated:¶

'2023-01-24 10:44:17.714095'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶